ELF vs. ASML
ELF (e.l.f. Beauty, Inc.) and ASML (ASML Holding N.V.) are both stocks. ELF operates in Household & Personal Products (Consumer Defensive), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 5 years, ELF returned 16.52%/yr vs 22.97%/yr for ASML. At a 0.32 correlation, their price movements are largely independent.
Performance
ELF vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, ELF achieves a -19.58% return, which is significantly lower than ASML's 74.80% return.
ELF
- 1D
- 0.77%
- 1M
- 8.36%
- YTD
- -19.58%
- 6M
- -19.92%
- 1Y
- -51.18%
- 3Y*
- -15.82%
- 5Y*
- 16.52%
- 10Y*
- —
ASML
- 1D
- -1.89%
- 1M
- 24.09%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 146.81%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
ELF vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELF e.l.f. Beauty, Inc. | -19.58% | -39.43% | -13.02% | 161.01% | 66.52% | 31.84% | 56.17% | 86.26% | -61.18% | -22.91% |
ASML ASML Holding N.V. | 74.80% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
Correlation
The correlation between ELF and ASML is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2016 | 0.32 |
The correlation between ELF and ASML shifts across timeframes, from 0.24 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ELF:
$3.67B
ASML:
$718.77B
ELF:
$0.44
ASML:
€25.86
ELF:
137.90
ASML:
62.30
ELF:
3.08
ASML:
4.10
ELF:
2.22
ASML:
18.51
ELF:
3.24
ASML:
29.83
ELF:
$1.64B
ASML:
€33.69B
ELF:
$1.16B
ASML:
€17.72B
ELF:
$185.47M
ASML:
€12.99B
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Return for Risk
ELF vs. ASML — Risk / Return Rank
ELF
ASML
ELF vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for e.l.f. Beauty, Inc. (ELF) and ASML Holding N.V. (ASML). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ELF | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.06 | ||
| Sortino ratioReturn per unit of downside risk | -4.62 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.45 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 7.83 | -8.62 |
| Martin ratioReturn relative to average drawdown | -1.32 | 21.08 | -22.39 |
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Drawdowns
ELF vs. ASML - Drawdown Comparison
The maximum ELF drawdown since its inception was -77.26%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ELF and ASML.
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Drawdown Indicators
| ELF | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.26% | -90.00% | +12.74% |
Max Drawdown (1Y)Largest decline over 1 year | -66.20% | -17.85% | -48.35% |
Max Drawdown (3Y)Largest decline over 3 years | -77.26% | -45.38% | -31.88% |
Max Drawdown (5Y)Largest decline over 5 years | -77.26% | -56.84% | -20.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.84% | — |
Current DrawdownCurrent decline from peak | -71.95% | -1.89% | -70.06% |
Average DrawdownAverage peak-to-trough decline | -32.42% | -28.12% | -4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.90% | 6.63% | +33.27% |
Volatility
ELF vs. ASML - Volatility Comparison
e.l.f. Beauty, Inc. (ELF) and ASML Holding N.V. (ASML) have volatilities of 16.53% and 17.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELF | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.53% | 17.27% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 42.43% | 34.58% | +7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.46% | 42.75% | +23.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.30% | 42.44% | +14.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.26% | 38.72% | +16.54% |
Dividends
ELF vs. ASML - Dividend Comparison
ELF has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.47% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
ELF e.l.f. Beauty, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ELF vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between e.l.f. Beauty, Inc. and ASML Holding N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ELF vs. ASML - Profitability Comparison
ELF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported a gross profit of 326.45M and revenue of 449.29M. Therefore, the gross margin over that period was 72.7%.
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
ELF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported an operating income of 7.32M and revenue of 449.29M, resulting in an operating margin of 1.6%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
ELF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, e.l.f. Beauty, Inc. reported a net income of -49.37M and revenue of 449.29M, resulting in a net margin of -11.0%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
Frequently Asked Questions
ELF and ASML have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (17.27%) compared to ELF (16.53%). In terms of maximum drawdown, ELF dropped -77.26% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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